Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47940.28 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46545.33 Kr¶

PnL: ---------------------------------------> -343.24 Kr¶

DD now: ---------------------------------> -1.418 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:09:17.753267'

Anic Portfolio¶

Today¶

Return: 0.057 %¶

This Week¶

Return: 0.057 %¶

Total¶

Return: 56.944 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.470000 3255.200000 284.200000 9.570000 2971.000006
HEBA B 70 3.050000 2838.500000 202.500000 7.680000 2636.000010
Corem Property Group B 59 1.920000 625.400000 48.400000 8.390000 576.999999
AcadeMedia 12 1.840000 604.200000 47.200000 8.470000 557.000004
Boozt 12 0.570000 1695.600000 41.600000 2.520000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 2.730000 391.000000 36.000000 10.140000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
SAAB B 8 -0.980000 3406.400000 29.400000 0.870000 3377.000000
OEM International B 7 2.050000 557.200000 29.200000 5.530000 527.999997
Resurs Holding 22 -0.370000 598.840000 24.840000 4.330000 573.999998
HMS Networks 2 1.230000 693.200000 20.200000 3.000000 673.000000
Intrum 4 1.980000 546.600000 19.600000 3.720000 527.000000
Coor Service Management Hold. 8 2.540000 548.800000 16.800000 3.160000 532.000000
Norva24 Group 16 -0.290000 558.400000 15.400000 2.840000 543.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
CTEK 13 1.790000 539.500000 5.500000 1.030000 533.999999
FM Mattsson Mora Group B 50 -1.510000 2930.000000 3.000000 0.100000 2927.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Swedbank A 3 -0.500000 564.450000 0.450000 0.080000 564.000000
Securitas B 6 1.060000 570.000000 0.000000 0.000000 570.000000
Samhällsbyggnadsbo. i Norden D 12 1.890000 245.520000 -0.480000 -0.200000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Handelsbanken A 5 -0.230000 542.750000 -3.250000 -0.600000 546.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity B 2 -1.250000 570.200000 -3.800000 -0.660000 574.000000
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Sampo Oyj SDB 7 -0.180000 3836.000000 -14.000000 -0.360000 3850.000000
Nordea Bank Abp 29 -0.320000 3437.660000 -16.340000 -0.470000 3453.999992
International Petroleum Corp. 5 2.370000 561.000000 -33.570000 -5.650000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.110000 3664.700000 -91.300000 -2.430000 3756.000001
OX2 18 0.500000 1456.200000 -207.800000 -12.490000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.900000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46545.330000 -343.240000 -1.41808% 46888.564618

Updated:¶

'2023-01-23 11:09:30.288132'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶